Quote - I believe only the first gets saved with its parent.

Any parenting in a group of props that you save using "Select Subset" will persist, and still be there the next time you load the props. The one thing that does not work when you use "Select Subset" is smart parenting, you can't save a prop as a "smart prop" when you use "Select Subset". I learnt this the hard way. When I started using Poser I always used "Select Subset", even when only saving one prop, it took me months to work out why I couldn't save a smart prop.